+26.9%
HD vs VLTO
+54.8%
-28.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +4.3% | +5.4% | -1.1% | +2.2% |
| 30D | +20.2% | +22.3% | -2.1% | +11.0% |
| 3M | -1.0% | +19.6% | -20.6% | -7.8% |
| 6M | +7.9% | +35.2% | -27.2% | -4.1% |
| YTD | +2.0% | +17.9% | -15.9% | -4.9% |
| 1Y | -4.3% | +19.5% | -23.8% | -11.3% |
| 3Y | +25.9% | +73.9% | -48.0% | +7.3% |
| All | +26.9% | +54.8% | -28.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling